IntraAlpha
Create free account Start free

Roundhill Memory ETF DRAM

i

Market dataready · fetched 2026-11-10T22:17:32.914Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:16:25.801381431Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:17:32.349487+00:00

Share price$40.74
1D+1.3%
AH$39.61$40.21$40.82$41.42$42.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRAM
Sold putSold callAH

Roundhill Memory ETF options

Live interpolated DRAM call and put midpoint premiums by absolute delta.Roundhill Memory ETF$0.23$1.00$1.77$2.53$3.30$37.94$39.58$41.21$42.85$44.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DRAM spot · $40.74DRAM PRICE$0.32$0.43$0.54$0.70$0.81$0.95$1.15$1.42$1.74$1.88$2.21$2.74$3.08$0.38$0.50$0.63$0.76$0.91$1.08$1.24$1.43$1.68$2.01$2.27$2.70
Puts——
CallsExpensive1.21×
Skew——
Implied moveBearish±$2.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3878.5%7.3%38.1989.3%7.2%
25Δ42.9380.6%6.4%38.7387.9%6.2%
30Δ42.4479.7%5.5%39.2585.3%5.2%
35Δ42.0883.5%5.0%39.6983.8%4.5%
40Δ41.6380.2%4.2%40.1082.5%3.8%
45Δ41.2378.6%3.5%40.4882.5%3.3%
50Δ40.8580.8%3.1%40.8680.0%2.7%
55Δ40.4886.8%2.8%41.2379.0%2.3%
60Δ40.0392.4%2.5%41.6280.0%2.0%
65Δ39.6786.9%2.0%42.0782.8%1.7%
70Δ39.1988.3%1.6%42.4781.1%1.3%
75Δ38.5796.1%1.4%43.0183.5%1.1%
80Δ38.0893.6%1.0%

20Δ

Calls
Pseudo strike
43.38
IV
78.5%
B/E move
7.3%
Puts
Pseudo strike
38.19
IV
89.3%
B/E move
7.2%

25Δ

Calls
Pseudo strike
42.93
IV
80.6%
B/E move
6.4%
Puts
Pseudo strike
38.73
IV
87.9%
B/E move
6.2%

30Δ

Calls
Pseudo strike
42.44
IV
79.7%
B/E move
5.5%
Puts
Pseudo strike
39.25
IV
85.3%
B/E move
5.2%

35Δ

Calls
Pseudo strike
42.08
IV
83.5%
B/E move
5.0%
Puts
Pseudo strike
39.69
IV
83.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
41.63
IV
80.2%
B/E move
4.2%
Puts
Pseudo strike
40.10
IV
82.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
41.23
IV
78.6%
B/E move
3.5%
Puts
Pseudo strike
40.48
IV
82.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
40.85
IV
80.8%
B/E move
3.1%
Puts
Pseudo strike
40.86
IV
80.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
40.48
IV
86.8%
B/E move
2.8%
Puts
Pseudo strike
41.23
IV
79.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
40.03
IV
92.4%
B/E move
2.5%
Puts
Pseudo strike
41.62
IV
80.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
39.67
IV
86.9%
B/E move
2.0%
Puts
Pseudo strike
42.07
IV
82.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
39.19
IV
88.3%
B/E move
1.6%
Puts
Pseudo strike
42.47
IV
81.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
38.57
IV
96.1%
B/E move
1.4%
Puts
Pseudo strike
43.01
IV
83.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
38.08
IV
93.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.18%
Daily close
DRAM42.2%61.1%79.9%2026-08-12: 75.31%2026-08-13: 71.58%2026-08-14: 64.14%2026-08-17: 71.79%2026-08-18: 76.77%2026-08-19: 73.13%2026-08-20: 70.68%2026-08-21: 63.99%2026-08-24: 67.79%2026-08-25: 66.22%2026-08-26: 70.18%2026-08-27: 60.00%2026-08-28: 53.43%2026-08-31: 53.58%2026-09-01: 55.30%2026-09-02: 52.64%2026-09-03: 53.36%2026-09-04: 61.59%2026-09-08: 67.11%2026-09-09: 65.03%2026-09-10: 64.50%2026-09-11: 55.40%2026-09-14: 60.94%2026-09-15: 59.42%2026-09-16: 62.52%2026-09-17: 58.28%2026-09-18: 56.02%2026-09-21: 59.17%2026-09-22: 60.00%2026-09-23: 57.62%2026-09-24: 57.20%2026-09-25: 58.37%2026-09-28: 60.52%2026-09-29: 61.47%2026-09-30: 65.87%2026-10-01: 53.46%2026-10-02: 47.99%2026-10-05: 46.49%2026-10-06: 45.37%2026-10-07: 48.69%2026-10-08: 51.59%2026-10-09: 44.83%2026-10-12: 50.25%2026-10-13: 57.75%2026-10-14: 62.85%2026-10-15: 66.94%2026-10-16: 64.58%2026-10-19: 65.19%2026-10-20: 62.97%2026-10-21: 65.13%2026-10-22: 77.29%2026-10-23: 65.73%2026-10-26: 64.95%2026-10-27: 67.06%2026-10-28: 65.75%2026-10-29: 65.60%2026-10-30: 68.18%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
75.31%
71.58%
64.14%
71.79%
76.77%
73.13%
70.68%
63.99%
67.79%
66.22%
70.18%
60.00%
53.43%
53.58%
55.30%
52.64%
53.36%
61.59%
67.11%
65.03%
64.50%
55.40%
60.94%
59.42%
62.52%
58.28%
56.02%
59.17%
60.00%
57.62%
57.20%
58.37%
60.52%
61.47%
65.87%
53.46%
47.99%
46.49%
45.37%
48.69%
51.59%
44.83%
50.25%
57.75%
62.85%
66.94%
64.58%
65.19%
62.97%
65.13%
77.29%
65.73%
64.95%
67.06%
65.75%
65.60%
68.18%